Tracking Errors and Their Determinants: Evidence from Taiwan, Hong Kong and China Exchange Traded Funds
碩士 === 國立臺灣大學 === 財務金融學研究所 === 102 === This paper estimates tracking errors in exchange traded funds (ETFs) listed on the stock exchange in Taiwan, Hong Kong and China from 2009 to 2013. The results show that the monthly ETF returns underperform the benchmark index returns due to ETF management fees...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/35296064163046904659 |